-2.9%
SHOP vs ES
+1.4%
-4.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.9% | +6.5% | +4.1% |
| 7D | -5.4% | +1.9% | -7.3% | -5.8% |
| 30D | -10.3% | +7.1% | -17.4% | -11.6% |
| 3M | +1.0% | -1.9% | +2.9% | +1.3% |
| 6M | +41.2% | +4.4% | +36.9% | +39.6% |
| YTD | -7.5% | +7.3% | -14.8% | -9.5% |
| 1Y | -4.6% | +2.1% | -6.7% | -6.1% |
| 3Y | +146.4% | +41.8% | +104.6% | +110.8% |
| All | -2.9% | +1.4% | -4.3% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ES wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling